Join thousands of book lovers
Sign up to our newsletter and receive discounts and inspiration for your next reading experience.
By signing up, you agree to our Privacy Policy.You can, at any time, unsubscribe from our newsletters.
From Measures to Ito Integrals
part of the AIMS Library of Mathematical Sciences series
- Binding:
- Paperback
- Pages:
- 128
- Published:
- March 30, 2011
- Dimensions:
- 138x215x7 mm.
- Weight:
- 17 g.
Delivery:
2-4 weeks
Expected delivery: January 25, 2025
Extended return policy to January 30, 2025
Description of From Measures to Ito Integrals
This concise introduction to the background theory of stochastic processes begins with a clear account of measure theory and leads up to the Ito formula and its basic applications in Black-Scholes theory. Ideal for beginning graduate students, this treatment is reasonably rigorous and includes carefully chosen exercises.
User ratings of From Measures to Ito Integrals
Rate this book
In order to rate this book you must be logged in.Others also bought..
Find similar books
The book From Measures to Ito Integrals can be found in the following categories:
You can, at any time, unsubscribe from our newsletters.
© 2024 Tales
All packages are shipped from our warehouse in the UK.
Company address: Esromgade 15, 3. - 2200 - DK
Registered company number: DK43351621
